Bank of England working papers

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0722: Uncertainty matters: evidence from close elections

Chris Redl

0721: A new approach for detecting shifts in forecast accuracy

Ching-Wai (Jeremy) Chiu, Simon Hayes, George Kapetanios and Konstantinos Theodoridis

0720: The distributional impact of monetary policy easing in the UK between 2008 and 2014

Philip Bunn, Alice Pugh and Chris Yeates

0719: The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads

Lena Boneva, Calebe de Roure and Ben Morley

0718: Monetary policy spillovers in the first age of financial globalisation: a narrative VAR approach 1884–1913

Georgina Green

0717: Business investment, cost of capital and uncertainty in the United Kingdom — evidence from firm-level analysis

Marko Melolinna, Srdan Tatomir and Helen Miller

0716: DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation

Thomai Filippeli, Richard Harrison and Konstantinos Theodoridis

0715: Capital regulation and product market outcomes

Ishita Sen and David Humphry

0714: Growing pension deficits and the expenditure decisions of UK companies

Philip Bunn, Pawel Smietanka and Paul Mizen

0713: Down payment and mortgage rates: evidence from equity loans

Matteo Benetton, Philippe Bracke and Nicola Garbarino

0712: Rethinking financial stability

David Aikman, Andrew Haldane, Marc Hinterschweiger and Sujit Kapadia

0711: Judgement Day: algorithmic trading around the Swiss franc cap removal

Francis Breedon, Louisa Chen, Angelo Ranaldo and Nicholas Vause

0710: An elusive panacea? The impact of the regulatory valuation regime on insurers' investment behaviour

Caterina Lepore, Misa Tanaka, David Humphry and Kallol Sen

0709: Overnight index swap market-based measures of monetary policy expectations

Simon Lloyd

0708: Mortgages: estimating default correlation and forecasting default risk

Tobias Neumann

0707: Bank liquidity and the cost of debt

Sam Miller and Rhiannon Sowerbutts

0706: Climate change and the macro-economy: a critical review

Sandra Batten

0705: Unconventional monetary policy and the portfolio choice of international mutual funds

Gino Cenedese and Ilaf Elard

0704: News and narratives in financial systems: exploiting big data for systemic risk assessment

Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith

0703: A tiger by the tail: estimating the UK mortgage market vulnerabilities from loan-level data

Chiranjit Chakraborty, Mariana Gimpelewicz and Arzu Uluc

0702: Monetary and macroprudential policies under rules and discretion

Lien Laureys and Roland Meeks

0701: Demographic trends and the real interest rate

Noëmie Lisack, Rana Sajedi and Gregory Thwaites

0700: Volatility in equity markets and monetary policy rate uncertainty

Iryna Kaminska and Matt Roberts-Sklar

0699: A UK financial conditions index using targeted data reduction: forecasting and structural identification

George Kapetanios, Simon Price and Garry Young

0698: Liquidity holdings, diversification, and aggregate shocks

Matthieu Chavaz

0697: A financial stress index for the United Kingdom

Somnath Chatterjee, Ching-Wai (Jeremy) Chiu, Sinem Hacioglu-Hoke and Thibaut Duprey

0696: An interdisciplinary model for macroeconomics

Andrew Haldane and Arthur Turrell

0695: The impact of uncertainty shocks in the United Kingdom

Chris Redl

0694: Alternative finance and credit sector reforms: the case of China

Noëmie Lisack

0693: Financial shocks, credit spreads and the international credit channel

Ambrogio Cesa Bianchi and Andrej Sokol

0692: Do macro shocks matter for equities?

Will Dison and Konstantinos Theodoridis

0691: The Bank of England as lender of last resort: new historical evidence from daily transactional data

Mike Anson, David Bholat, Miao Kang and Ryland Thomas

0690: The leverage ratio and liquidity in the gilt and repo markets

Andreea Bicu-Lieb, Louisa Chen and David Elliott

0689: Spatial models of heterogeneous switching costs

Paolo Siciliani and Walter Beckert

0688: Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate

David Bholat, James Brookes, Chris Cai, Katy Grundy and Jakob Lund

0687: The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets

Joseph Noss, Lucas Pedace, Ondrej Tobek, Oliver Linton and Liam Crowley-Reidy

0686: Staff Working Paper No. 686: Eight centuries of the risk-free rate: bond market reversals from the Venetians to the ‘VaR shock’

Paul Schmelzing

0685: Investor behaviour and reaching for yield: evidence from the sterling corporate bond market

Robert Czech and Matt Roberts-Sklar

0684: Cross-border effects of regulatory spillovers: evidence from Mexico

Jagdish Tripathy

0683: Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models

Sinem Hacioglu Hoke and George Kapetanios

0682: The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong

Robert Hills, Kelvin Ho, Dennis Reinhardt, Rhiannon Sowerbutts, Eric Wong and Gabriel Wu

0681: Solvency and wholesale funding cost interactions at UK banks

Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos

0680: International credit supply shocks

Ambrogio Cesa-Bianchi, Andrea Ferrero and Alessandro Rebucci

0679: Home values and firm behaviour

Saleem Bahaj, Angus Foulis and Gabor Pinter

0678: Optimal quantitative easing

Richard Harrison

0677: A time varying parameter structural model of the UK economy

Katerina Petrova, George Kapetanios, Riccardo M. Masolo and Matt Waldron

0676: The impact of de-tiering in the United Kingdom’s large-value payment system

Evangelos Benos, Gerardo Ferrara and Pedro Gurrola-Perez

0675: Competition and prudential regulation

Paul Fisher and Paul Grout

0674: Machine learning at central banks

Chiranjit Chakraborty and Andreas Joseph

0673: Borderline: judging the adequacy of return distribution estimation techniques in initial margin models

Melanie Houllier and David Murphy